Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -99438.342 | 101371.5255 | -200809.8675 | 3498876.0071 | 646300.4356 | 2852575.5715 |
Total P&L (%) | -99.4383 | 101.3715 | -200.8099 | 3498.876 | 646.3004 | 2852.5756 |
Avg Daily Profit (%) | -0.046 | 0.0469 | -0.0929 | 0.1659 | 0.093 | 0.1567 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -525348 | -44507 | -525070 | -962596 | -1046577 | -690137 |
Profit Factor | 0.8749 | 1.6874 | 0.6897 | 1.8609 | 1.3433 | 2.3076 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 57 | 28 | 29 | 57 | 29 | 28 |
Losing Trades | 27 | 14 | 13 | 27 | 13 | 14 |
Profitability (%) | 67.8571 | 66.6667 | 69.0476 | 67.8571 | 69.0476 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.4144 | 0.8437 | 0.3092 | 0.8815 | 0.6022 | 1.1538 |
Largest Winning Trade | 41932 | 41932 | 41454 | 719703 | 584372 | 719703 |
Largest Losing Trade | -346513 | -39593 | -346513 | -690137 | -669583 | -690137 |
Avg Bars in Trades | 100 | 56 | 144 | 100 | 56 | 144 |
Avg Bars in Winners | 82 | 49 | 113 | 88 | 48 | 130 |
Avg Bars in Losers | 138 | 68 | 214 | 125 | 72 | 173 |
Bars Traded | 8439 | 2352 | 6086 | 8439 | 2352 | 6086 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577960 | -127659 | -578265 | 407422 | -67166 | 473554 |
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{ "first_band": { "type": "kcu", "factors": { "length": 31, "offset": 0, "scalar": 4 } }, "second_band": { "type": "alma", "factors": { "length": 146, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 31, "offset": 0, "scalar": 4 } }, "second_band": { "type": "alma", "factors": { "length": 146, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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